+3,297.9%
CSX vs CIEN
+99.8%
+3,198.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -15.2% | +12.9% | -0.5% |
| 7D | -2.7% | -34.0% | +31.3% | +1.9% |
| 30D | +7.0% | -48.0% | +55.0% | +14.9% |
| 3M | -0.3% | -43.5% | +43.2% | +5.3% |
| 6M | +13.5% | -57.6% | +71.2% | +23.0% |
| YTD | +41.5% | -1.3% | +42.8% | +36.1% |
| 1Y | +45.8% | +17.9% | +27.9% | +36.6% |
| 3Y | +74.4% | +425.8% | -351.4% | +31.5% |
| 5Y | +53.6% | +281.5% | -227.9% | +18.9% |
| 10Y | +465.6% | +1,099.0% | -633.4% | +273.9% |
| All | +3,297.9% | +99.8% | +3,198.1% | +1,820.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CIEN.
Daily Out/Under-Performance
Portfolio return minus CIEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CIEN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CIEN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling